Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 0.324063 0.355330 0.389349 0.429296 0.475156 0.526443 0.588535
2025-02-16 0.281593 0.321086 0.366504 0.423152 0.492699 0.576346 0.686210
2025-02-23 0.246355 0.288965 0.340002 0.406621 0.492794 0.602703 0.757272
2025-03-02 0.218594 0.262149 0.316024 0.388989 0.487556 0.619736 0.817210
2025-03-09 0.203751 0.249536 0.307943 0.389945 0.505620 0.668921 0.929019
2025-03-16 0.195082 0.243735 0.307664 0.400630 0.537571 0.741362 1.088806
2025-03-23 0.185688 0.235972 0.303738 0.405359 0.560937 0.803907 1.245723
2025-03-30 0.176516 0.227646 0.298099 0.406669 0.578789 0.859881 1.403546
2025-04-06 0.167367 0.218594 0.290545 0.404103 0.589812 0.905685 1.553026
2025-04-13 0.155718 0.205201 0.275654 0.388766 0.577972 0.909618 1.619825
2025-04-20 0.149811 0.199659 0.271868 0.390379 0.594531 0.966929 1.813577
2025-04-27 0.144007 0.193872 0.267235 0.390073 0.607496 1.019249 2.011244
2025-05-04 0.137570 0.186958 0.260687 0.386500 0.615059 1.064062 2.210865
2025-05-11 0.132810 0.182278 0.257266 0.387830 0.631764 1.130651 2.492076
2025-05-18 0.125839 0.173849 0.247377 0.377149 0.624291 1.144072 2.631277
2025-05-25 0.118817 0.165010 0.236335 0.363604 0.609773 1.139537 2.716785
2025-06-01 0.115564 0.161865 0.234320 0.365951 0.627217 1.211705 3.076209
2025-06-08 0.114174 0.161542 0.236859 0.376685 0.663117 1.335710 3.682663
2025-06-15 0.111778 0.159477 0.236332 0.381629 0.687370 1.436216 4.271233
2025-06-22 0.108939 0.156551 0.234153 0.383209 0.704416 1.521698 4.862473
2025-06-29 0.105653 0.152743 0.230231 0.381077 0.712790 1.585122 5.405353
2025-07-06 0.100612 0.145852 0.220621 0.367067 0.692120 1.560187 5.489108
2025-07-13 0.098371 0.143511 0.218881 0.368641 0.708476 1.650151 6.273715